org.apache.spark.mllib.optimization
:: DeveloperApi :: Runs gradient descent on the given training data.
:: DeveloperApi :: Runs gradient descent on the given training data.
training data
initial weights
solution vector
Set the convergence tolerance.
Set the convergence tolerance. Default 0.001 convergenceTol is a condition which decides iteration termination. The end of iteration is decided based on below logic.
Must be between 0.0 and 1.0 inclusively.
Set the gradient function (of the loss function of one single data example) to be used for SGD.
Set fraction of data to be used for each SGD iteration.
Set fraction of data to be used for each SGD iteration. Default 1.0 (corresponding to deterministic/classical gradient descent)
Set the number of iterations for SGD.
Set the number of iterations for SGD. Default 100.
Set the regularization parameter.
Set the regularization parameter. Default 0.0.
Set the initial step size of SGD for the first step.
Set the initial step size of SGD for the first step. Default 1.0. In subsequent steps, the step size will decrease with stepSize/sqrt(t)
Set the updater function to actually perform a gradient step in a given direction.
Set the updater function to actually perform a gradient step in a given direction. The updater is responsible to perform the update from the regularization term as well, and therefore determines what kind or regularization is used, if any.
Class used to solve an optimization problem using Gradient Descent.